CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	0.7664	0.7668	0.0004	0.1%	0.7698
High	0.7701	0.7743	0.0042	0.5%	0.7738
Low	0.7662	0.7664	0.0002	0.0%	0.7629
Close	0.7669	0.7730	0.0061	0.8%	0.7650
Range	0.0039	0.0079	0.0040	102.6%	0.0109
ATR	0.0063	0.0064	0.0001	1.8%	0.0000
Volume	55,343	60,855	5,512	10.0%	273,700

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7949	0.7919	0.7773
R3	0.7870	0.7840	0.7752
R2	0.7791	0.7791	0.7744
R1	0.7761	0.7761	0.7737	0.7776
PP	0.7712	0.7712	0.7712	0.7720
S1	0.7682	0.7682	0.7723	0.7697
S2	0.7633	0.7633	0.7716
S3	0.7554	0.7603	0.7708
S4	0.7475	0.7524	0.7687

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7999	0.7934	0.7710
R3	0.7890	0.7825	0.7680
R2	0.7781	0.7781	0.7670
R1	0.7716	0.7716	0.7660	0.7694
PP	0.7672	0.7672	0.7672	0.7662
S1	0.7607	0.7607	0.7640	0.7585
S2	0.7563	0.7563	0.7630
S3	0.7454	0.7498	0.7620
S4	0.7345	0.7389	0.7590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7743	0.7629	0.0114	1.5%	0.0060	0.8%	89%	True	False	57,757
10	0.7853	0.7629	0.0224	2.9%	0.0062	0.8%	45%	False	False	58,874
20	0.8080	0.7629	0.0451	5.8%	0.0064	0.8%	22%	False	False	66,587
40	0.8235	0.7629	0.0606	7.8%	0.0066	0.9%	17%	False	False	53,831
60	0.8375	0.7629	0.0746	9.7%	0.0067	0.9%	14%	False	False	36,163
80	0.8375	0.7629	0.0746	9.7%	0.0069	0.9%	14%	False	False	27,213
100	0.8375	0.7629	0.0746	9.7%	0.0070	0.9%	14%	False	False	21,816
120	0.8375	0.7629	0.0746	9.7%	0.0068	0.9%	14%	False	False	18,203

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8079
2.618	0.7950
1.618	0.7871
1.000	0.7822
0.618	0.7792
HIGH	0.7743
0.618	0.7713
0.500	0.7704
0.382	0.7694
LOW	0.7664
0.618	0.7615
1.000	0.7585
1.618	0.7536
2.618	0.7457
4.250	0.7328

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	0.7721	0.7715
PP	0.7712	0.7701
S1	0.7704	0.7686

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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